| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,546.00 |
2,540.50 |
-5.50 |
-0.2% |
2,573.00 |
| High |
2,560.00 |
2,540.50 |
-19.50 |
-0.8% |
2,611.00 |
| Low |
2,546.00 |
2,506.00 |
-40.00 |
-1.6% |
2,540.25 |
| Close |
2,551.00 |
2,520.75 |
-30.25 |
-1.2% |
2,567.25 |
| Range |
14.00 |
34.50 |
20.50 |
146.4% |
70.75 |
| ATR |
29.90 |
30.98 |
1.08 |
3.6% |
0.00 |
| Volume |
7 |
7 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.00 |
2,607.75 |
2,539.75 |
|
| R3 |
2,591.50 |
2,573.25 |
2,530.25 |
|
| R2 |
2,557.00 |
2,557.00 |
2,527.00 |
|
| R1 |
2,538.75 |
2,538.75 |
2,524.00 |
2,530.50 |
| PP |
2,522.50 |
2,522.50 |
2,522.50 |
2,518.25 |
| S1 |
2,504.25 |
2,504.25 |
2,517.50 |
2,496.00 |
| S2 |
2,488.00 |
2,488.00 |
2,514.50 |
|
| S3 |
2,453.50 |
2,469.75 |
2,511.25 |
|
| S4 |
2,419.00 |
2,435.25 |
2,501.75 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,785.00 |
2,747.00 |
2,606.25 |
|
| R3 |
2,714.25 |
2,676.25 |
2,586.75 |
|
| R2 |
2,643.50 |
2,643.50 |
2,580.25 |
|
| R1 |
2,605.50 |
2,605.50 |
2,573.75 |
2,589.00 |
| PP |
2,572.75 |
2,572.75 |
2,572.75 |
2,564.75 |
| S1 |
2,534.75 |
2,534.75 |
2,560.75 |
2,518.50 |
| S2 |
2,502.00 |
2,502.00 |
2,554.25 |
|
| S3 |
2,431.25 |
2,464.00 |
2,547.75 |
|
| S4 |
2,360.50 |
2,393.25 |
2,528.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,567.25 |
2,506.00 |
61.25 |
2.4% |
21.25 |
0.8% |
24% |
False |
True |
6 |
| 10 |
2,611.00 |
2,506.00 |
105.00 |
4.2% |
25.75 |
1.0% |
14% |
False |
True |
6 |
| 20 |
2,611.00 |
2,442.50 |
168.50 |
6.7% |
16.25 |
0.6% |
46% |
False |
False |
3 |
| 40 |
2,680.75 |
2,442.50 |
238.25 |
9.5% |
15.75 |
0.6% |
33% |
False |
False |
3 |
| 60 |
2,742.75 |
2,442.50 |
300.25 |
11.9% |
14.25 |
0.6% |
26% |
False |
False |
2 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.9% |
12.00 |
0.5% |
24% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.00 |
|
2.618 |
2,630.75 |
|
1.618 |
2,596.25 |
|
1.000 |
2,575.00 |
|
0.618 |
2,561.75 |
|
HIGH |
2,540.50 |
|
0.618 |
2,527.25 |
|
0.500 |
2,523.25 |
|
0.382 |
2,519.25 |
|
LOW |
2,506.00 |
|
0.618 |
2,484.75 |
|
1.000 |
2,471.50 |
|
1.618 |
2,450.25 |
|
2.618 |
2,415.75 |
|
4.250 |
2,359.50 |
|
|